+896.5%
XLV vs PH
+7,084.5%
-6,188.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | -10.3% | +9.2% | +1.9% |
| 3M | +8.2% | +5.1% | +3.2% | +6.3% |
| 6M | +8.9% | +2.3% | +6.6% | +7.5% |
| YTD | +8.5% | +8.7% | -0.2% | +5.1% |
| 1Y | +22.3% | +26.8% | -4.5% | +13.0% |
| 3Y | +32.6% | +139.2% | -106.5% | -0.4% |
| 5Y | +34.4% | +251.1% | -216.7% | -11.7% |
| 10Y | +175.4% | +812.6% | -637.2% | +28.6% |
| All | +896.5% | +7,084.5% | -6,188.0% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling